Media type: E-Book Title: Essays on persistence and volatility in financial time series Contributor: Hirsch, Tristan [Author] Published: Hannover: Gottfried Wilhelm Leibniz Universität, 2023 Extent: Online-Ressource Language: English DOI: 10.15488/13781 Identifier: Keywords: Zeitreihenanalyse ; Volatilität ; Kreditmarkt ; Statistischer Test ; Asymmetric Volatility ; Brownian Bridge ; Brownian Motion ; Change in Persistence ; CUSUM Test ; Monte Carlo ; Outlier Detection ; Persistence Change ; Unit Root ; Wild Bootstrap ; Einheitswurzeln ; Persistenz ; Strukturbrüche Origination: University thesis: Dissertation, Hannover, Gottfried Wilhelm Leibniz Universität, 2022 Footnote: Access State: Open Access